See what your fund actually adds
Column Mid Cap Fund CFMCX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CFMCX | Replication |
|---|---|---|
| Annualized growth | 11.5% | 13.8% |
| Annualized volatility | 13.9% | 13.8% |
| Sharpe ratio | 0.85 | 1.01 |
| Maximum drawdown | 18.6% | 18.1% |
| Replication fit (R²) | 0.98 · Tracking error 1.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model CFMCX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJH | US Mid Cap | 46.5% |
| VOE | Mid-Cap · Value | 22.4% |
| XLI | Sector · Industrials | 14.6% |
| VOT | Mid-Cap · Growth | 11.2% |
| XLP | Sector · Cons Staples | 5.3% |